check_cov_lower function

Check Lower Bound of Covariance Parameters

Ensures that the covariance parameters define a positive definite covariance matrix. It takes the vector $(\rho_1, \sigma^2_1, ..., \rho_q, \sigma^2_q, \tau^2)$ and checks if all $\rho_k>0$, all $\sigma_k^2>=0$, and $\tau^2>0$.

check_cov_lower(cv, q)

Arguments

• cv: (numeric(2*q+1))

  Covariance vector of SVC model.

• q: (numeric(1))

  Integer indicating the number of SVCs.

Returns

logical(1) with TRUE if all conditions above are fulfilled.

Examples

# first one is true, all other are false
check_cov_lower(c(0.1, 0, 0.2,  1, 0.2), q = 2)
check_cov_lower(c(0  , 0, 0.2,  1, 0.2), q = 2)
check_cov_lower(c(0.1, 0, 0.2,  1, 0  ), q = 2)
check_cov_lower(c(0.1, 0, 0.2, -1, 0  ), q = 2)